State Street SPDR Portfolio S&P 400 Mid Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.02% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 2.74 | |
| 0.1304 | 31.42 | |
| 0.9774 | 552.22 | |
| -0.1164 | -27.18 |
Estimation Period:
Nov 15, 2005 to Feb 6, 2026
Nov 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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